Parameter Calibration of Stochastic Volatility Models: Constrained Optimization vs. Differential Evolution

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Original language	Spanish (Mexico)
Journal	Contaduría y Administración
Volume	67
Issue number	1
DOIs	https://doi.org/10.22201/fca.24488410e.2022.2789
State	Published - 2022

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@article{188f1b76675e46f6a81457fee156562c,

title = "Parameter Calibration of Stochastic Volatility Models: Constrained Optimization vs. Differential Evolution",

author = "{Ortiz Ram{\'i}rez}, Ambrosio and {Venegas Mart{\'i}nez}, Francisco and {Mart{\'i}nez Palacios}, {Mar{\'i}a Teresa Ver{\'o}nica}",

year = "2022",

doi = "10.22201/fca.24488410e.2022.2789",

language = "Espa{\~n}ol (M{\'e}xico)",

volume = "67",

journal = "Contadur{\'i}a y Administraci{\'o}n",

number = "1",

}

TY - JOUR

T1 - Parameter Calibration of Stochastic Volatility Models: Constrained Optimization vs. Differential Evolution

AU - Ortiz Ramírez, Ambrosio

AU - Venegas Martínez, Francisco

AU - Martínez Palacios, María Teresa Verónica

PY - 2022

Y1 - 2022

U2 - 10.22201/fca.24488410e.2022.2789

DO - 10.22201/fca.24488410e.2022.2789

M3 - Artículo

VL - 67

JO - Contaduría y Administración

JF - Contaduría y Administración

IS - 1

ER -